TWLO option chain Twilio Inc.
Cboe delayed options data · as of 18:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.7% (216.50–262.80) · ATM IV 49.1% · P/C open interest 5.51
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 117.90 | 122.40 | 2 | 121.3% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 4.30 | 186.2% | -0.00 | 0.0001 | -0.012 | |||
| 112.90 | 117.40 | 1 | 113.5% | 1.00 | 0.0002 | 0.000 | 125 | 0 | 4.30 | 176.8% | -0.00 | 0.0002 | -0.013 | |||
| 107.90 | 112.40 | 105.9% | 1.00 | 0.0002 | 0.000 | 130 | 0 | 4.30 | 167.7% | -0.00 | 0.0002 | -0.015 | ||||
| 102.90 | 107.30 | 92.7% | 0.99 | 0.0002 | 0.000 | 135 | 0 | 4.30 | 159.0% | -0.00 | 0.0002 | -0.016 | ||||
| 97.90 | 102.20 | 70.9% | 0.99 | 0.0003 | 0.000 | 140 | 0 | 4.30 | 150.5% | -0.01 | 0.0003 | -0.018 | ||||
| 92.90 | 97.40 | 84.6% | 0.99 | 0.0004 | 0.000 | 145 | 0 | 1.70 | 117.1% | -0.01 | 0.0004 | -0.020 | ||||
| 87.90 | 92.40 | 1 | 77.8% | 0.99 | 0.0004 | 0.000 | 150 | 0 | 4.30 | 134.4% | -0.01 | 0.0004 | -0.022 | |||
| 83.00 | 87.40 | 76.2% | 0.99 | 0.0005 | 0.000 | 155 | 0 | 2.30 | 110.1% | -0.01 | 0.0005 | -0.025 | ||||
| 78.00 | 82.40 | 70.0% | 0.99 | 0.0007 | 0.000 | 160 | 0 | 0.6000 | 81.3% | -0.01 | 0.0007 | -0.028 | ||||
| 73.00 | 77.40 | 2 | 64.0% | 0.99 | 0.0008 | 0.000 | 165 | 0 | 1.90 | 93.1% | -0.01 | 0.0008 | -0.031 | |||
| 68.00 | 72.50 | 62.1% | 0.98 | 0.0010 | -0.004 | 170 | 0 | 2.50 | 10 | 92.1% | -0.02 | 0.0010 | -0.035 | |||
| 63.10 | 67.50 | 1 | 59.5% | 0.98 | 0.0013 | -0.011 | 175 | 0 | 1.25 | 74.3% | -0.02 | 0.0013 | -0.040 | |||
| 58.20 | 62.70 | 4 | 60.2% | 0.97 | 0.0016 | -0.019 | 180 | 0 | 1.10 | 3 | 13 | 67.1% | -0.03 | 0.0016 | -0.046 | |
| 54.40 | 57.10 | 1 | 62.4% | 0.97 | 0.0020 | -0.029 | 185 | 0.0500 | 1.05 | 1 | 61.7% | -0.03 | 0.0020 | -0.054 | ||
| 49.60 | 51.40 | 5 | 51.0% | 0.96 | 0.0026 | -0.042 | 190 | 0.2000 | 1.15 | 5 | 3 | 58.8% | -0.04 | 0.0026 | -0.065 | |
| 44.70 | 47.10 | 5 | 53.9% | 0.94 | 0.0034 | -0.059 | 195 | 0.3000 | 1.25 | 2 | 5 | 55.0% | -0.06 | 0.0034 | -0.079 | |
| 39.90 | 42.20 | 1 | 1 | 50.6% | 0.93 | 0.0044 | -0.079 | 200 | 0.7500 | 1.35 | 20 | 516 | 53.3% | -0.07 | 0.0044 | -0.098 |
| 35.60 | 37.20 | 1 | 49.1% | 0.90 | 0.0056 | -0.104 | 205 | 1.20 | 2.15 | 26 | 26 | 54.1% | -0.10 | 0.0056 | -0.120 | |
| 31.10 | 33.80 | 4 | 4 | 52.4% | 0.87 | 0.0070 | -0.131 | 210 | 1.80 | 2.60 | 149 | 21 | 52.3% | -0.13 | 0.0070 | -0.146 |
| 26.80 | 29.60 | 13 | 51.1% | 0.83 | 0.0084 | -0.161 | 215 | 2.70 | 3.20 | 40 | 26 | 51.1% | -0.17 | 0.0085 | -0.173 | |
| 22.80 | 24.90 | 5 | 48.1% | 0.78 | 0.0099 | -0.190 | 220 | 3.70 | 4.30 | 23 | 50.4% | -0.22 | 0.0100 | -0.200 | ||
| 19.80 | 21.40 | 2 | 49.9% | 0.72 | 0.0113 | -0.216 | 225 | 5.00 | 5.70 | 1 | 9 | 49.9% | -0.28 | 0.0113 | -0.224 | |
| 16.40 | 18.00 | 9 | 49.2% | 0.66 | 0.0124 | -0.237 | 230 | 6.60 | 7.60 | 5 | 555 | 49.9% | -0.34 | 0.0125 | -0.244 | |
| 13.50 | 15.50 | 14 | 50.1% | 0.60 | 0.0132 | -0.253 | 235 | 8.60 | 9.60 | 50 | 56 | 49.5% | -0.41 | 0.0133 | -0.257 | |
| 10.90 | 12.20 | 24 | 48.4% | 0.53 | 0.0136 | -0.260 | 240 | 11.10 | 12.10 | 2 | 49.8% | -0.47 | 0.0137 | -0.262 | ||
| 9.10 | 10.00 | 14 | 13 | 49.4% | 0.46 | 0.0136 | -0.260 | 245 | 13.10 | 15.20 | 5 | 48.8% | -0.54 | 0.0137 | -0.260 | |
| 7.20 | 8.10 | 42 | 13 | 49.4% | 0.40 | 0.0132 | -0.252 | 250 | 16.50 | 18.10 | 3 | 2 | 49.0% | -0.61 | 0.0134 | -0.250 |
| 5.70 | 6.40 | 5 | 9 | 49.4% | 0.34 | 0.0125 | -0.237 | 255 | 20.20 | 21.50 | 3 | 49.6% | -0.67 | 0.0127 | -0.234 | |
| 4.30 | 5.00 | 2 | 25 | 49.0% | 0.28 | 0.0116 | -0.218 | 260 | 23.30 | 25.50 | 2 | 22 | 49.0% | -0.73 | 0.0117 | -0.212 |
| 3.20 | 4.00 | 5 | 13 | 49.1% | 0.23 | 0.0104 | -0.196 | 265 | 27.60 | 29.40 | 1 | 49.8% | -0.78 | 0.0106 | -0.188 | |
| 2.35 | 3.00 | 6 | 48.7% | 0.18 | 0.0092 | -0.172 | 270 | 31.10 | 33.70 | 1 | 48.2% | -0.82 | 0.0094 | -0.163 | ||
| 1.80 | 2.25 | 1 | 26 | 48.9% | 0.15 | 0.0079 | -0.150 | 275 | 35.10 | 38.90 | 50.0% | -0.86 | 0.0081 | -0.138 | ||
| 1.20 | 1.85 | 18 | 49.1% | 0.12 | 0.0068 | -0.129 | 280 | 39.80 | 42.70 | 47.9% | -0.89 | 0.0070 | -0.116 | |||
| 0.7500 | 1.70 | 11 | 50.1% | 0.10 | 0.0057 | -0.112 | 285 | 44.40 | 48.20 | 52.4% | -0.91 | 0.0059 | -0.095 | |||
| 0.6000 | 1.25 | 50.4% | 0.08 | 0.0048 | -0.097 | 290 | 49.70 | 52.80 | 55.7% | -0.93 | 0.0049 | -0.077 | ||||
| 0.3000 | 1.10 | 1 | 50.8% | 0.06 | 0.0040 | -0.085 | 295 | 54.10 | 57.60 | 54.3% | -0.95 | 0.0042 | -0.062 | |||
| 0.3500 | 1.15 | 4 | 54.8% | 0.05 | 0.0034 | -0.074 | 300 | 58.80 | 62.60 | 55.4% | -0.96 | 0.0038 | -0.048 | |||
| 0.0500 | 1.15 | 55.5% | 0.04 | 0.0029 | -0.066 | 305 | 63.30 | 67.50 | 51.8% | -0.97 | 0.0035 | -0.036 | ||||
| 0.1500 | 1.05 | 1 | 58.5% | 0.04 | 0.0025 | -0.059 | 310 | 68.00 | 72.40 | -0.97 | 0.0031 | -0.033 | ||||
| 0 | 1.50 | 64.0% | 0.03 | 0.0022 | -0.053 | 315 | 73.00 | 77.40 | -0.98 | 0.0028 | -0.030 | |||||
| 0 | 2.10 | 71.5% | 0.03 | 0.0019 | -0.048 | 320 | 78.00 | 82.40 | -0.99 | 0.0026 | -0.028 | |||||
| 0 | 2.15 | 77.7% | 0.02 | 0.0014 | -0.040 | 330 | 88.00 | 92.40 | -0.99 | 0.0015 | -0.045 | |||||
| 0 | 1.70 | 79.6% | 0.02 | 0.0011 | -0.033 | 340 | 98.00 | 102.40 | -1.00 | 0.0008 | -0.058 | |||||
| 0 | 1.95 | 87.0% | 0.01 | 0.0009 | -0.028 | 350 | 108.00 | 112.40 | -1.00 | 0.0003 | -0.072 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs